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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Amsterdam Small Cap Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
^ASCX is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.
Returns By Period
Amsterdam Small Cap Index (^ASCX) has returned 3.37% so far this year and 18.31% over the past 12 months. Over the last ten years, ^ASCX has returned 7.48% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.
Amsterdam Small Cap Index
- 1D
- 0.97%
- 1M
- -4.27%
- YTD
- 3.37%
- 6M
- 0.20%
- 1Y
- 18.31%
- 3Y*
- 7.28%
- 5Y*
- 3.62%
- 10Y*
- 7.48%
Benchmark (S&P 500 Index)
- 1D
- 2.02%
- 1M
- -2.96%
- YTD
- -3.12%
- 6M
- -0.95%
- 1Y
- 8.84%
- 3Y*
- 14.21%
- 5Y*
- 10.59%
- 10Y*
- 11.99%
Monthly Returns
Based on dividend-adjusted daily data since Jun 30, 2000, ^ASCX's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, your investment would double in approximately 11.4 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +21.2%, while the worst month was Mar 2020 at -30.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^ASCX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +7.8%, while the worst single day was Mar 12, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.26% | 1.62% | -4.27% | 3.37% | |||||||||
| 2025 | 1.67% | 8.54% | -2.40% | 2.22% | 9.46% | -0.98% | -0.58% | 3.04% | 4.03% | -4.12% | 0.95% | 0.14% | 23.27% |
| 2024 | 0.11% | 1.52% | 1.06% | -3.29% | 4.64% | -3.46% | 3.55% | -2.96% | 2.78% | -2.76% | 1.58% | 2.53% | 4.96% |
| 2023 | 9.09% | 0.43% | -0.40% | -2.15% | -1.73% | -0.06% | 6.92% | -1.87% | -3.71% | -6.28% | 1.34% | 0.13% | 0.76% |
| 2022 | 1.83% | -4.56% | 6.60% | -2.99% | -0.17% | -9.60% | 2.86% | -1.63% | -9.22% | 2.32% | 4.12% | -3.86% | -14.65% |
| 2021 | 3.37% | 3.96% | 7.26% | 1.28% | 2.75% | -1.22% | 0.26% | 3.13% | -4.59% | -1.45% | -3.41% | 8.46% | 20.68% |
Benchmark Metrics
Amsterdam Small Cap Index has an annualized alpha of -0.05%, beta of 0.36, and R² of 0.17 versus S&P 500 Index. Calculated based on daily prices since July 03, 2000.
- This index participated in 80.31% of S&P 500 Index downside but only 54.17% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.36 may look defensive, but with R² of 0.17 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R² of 0.17 means this index moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -0.05%
- Beta
- 0.36
- R²
- 0.17
- Upside Capture
- 54.17%
- Downside Capture
- 80.31%
Return for Risk
Risk / Return Rank
^ASCX ranks 77 for risk / return — better than 77% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Amsterdam Small Cap Index (^ASCX) and compare them to a chosen benchmark (S&P 500 Index).
| ^ASCX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.43 | +0.78 |
Sortino ratioReturn per unit of downside risk | 1.72 | 0.73 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.11 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.39 | 0.67 | +1.72 |
Martin ratioReturn relative to average drawdown | 6.18 | 2.80 | +3.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^ASCX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Amsterdam Small Cap Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Amsterdam Small Cap Index was 68.24%, occurring on Mar 9, 2009. Recovery took 2030 trading sessions.
The current Amsterdam Small Cap Index drawdown is 4.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -68.24% | Jul 20, 2007 | 427 | Mar 9, 2009 | 2030 | Jan 25, 2017 | 2457 |
| -61.55% | Sep 5, 2000 | 656 | Mar 11, 2003 | 756 | Feb 1, 2006 | 1412 |
| -44.79% | Jun 15, 2018 | 450 | Mar 18, 2020 | 186 | Dec 8, 2020 | 636 |
| -23.58% | Feb 11, 2022 | 172 | Oct 12, 2022 | 662 | May 19, 2025 | 834 |
| -14.99% | May 11, 2006 | 24 | Jun 13, 2006 | 129 | Dec 11, 2006 | 153 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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